+313.8%
ELF vs MTCH
+173.0%
+140.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.3% | +3.4% | +2.4% |
| 7D | +5.4% | +0.7% | +4.7% | +5.1% |
| 30D | +27.0% | +9.7% | +17.3% | +24.5% |
| 3M | +113.2% | +21.1% | +92.1% | +105.3% |
| 6M | +36.6% | +37.5% | -0.9% | +28.1% |
| YTD | +44.2% | +31.9% | +12.3% | +36.1% |
| 1Y | -18.0% | +14.6% | -32.5% | -20.5% |
| 3Y | -19.9% | -6.2% | -13.8% | -21.4% |
| 5Y | +257.7% | -70.6% | +328.3% | +307.3% |
| All | +313.8% | +173.0% | +140.9% | +315.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MTCH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling